-0.8%
ONTO vs MULL
+968.6%
-969.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +9.1% | +2.0% | +8.2% |
| 7D | -14.0% | -42.7% | +28.7% | +1.2% |
| 30D | -43.1% | -63.8% | +20.7% | -23.2% |
| 3M | -35.5% | -49.0% | +13.5% | -22.5% |
| 6M | -41.1% | -38.2% | -2.9% | -40.9% |
| YTD | +9.8% | +167.0% | -157.3% | -37.6% |
| 1Y | +31.5% | +247.7% | -216.2% | -34.5% |
| All | -0.8% | +968.6% | -969.4% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling